Okay so here's your mini-lecture on Marxist theory: Basically Marx didn't believe in universal democracy (as in rule by all) within class society; since to him class conflict lie at the core of society any society with a class must have a ruling class that dominates other classes. Long story short under capitalism this dynamic expresses itself in the bourgeoisie (rich capital owners), who as the ruling class use their control of capital to dominate the proletariat (those who can only live by selling their labor, the working class). To express this dynamic he calls the class system of a society under capitalism the dictatorship of the bourgeoisie, irrespective of whether or not the society is governed as a liberal democracy, which can be readily confirmed by glancing around oneself. Therefore, in Marxist theory when the proletariat overthrow the dictatorship of the bourgeoisie they'll assume power, and it's that dynamic he calls the dictatorship of the proletariat (this is then supposed to wither away as class society transforms into classless communism). Given that the proletariat are the vast majority of the population, anything resembling true democracy in class society is going to be a dictatorship of the proletariat (though a dictatorship of the proletariat doesn't have to be democratic), because of course effective rule by the 0.1% isn't very democratic.

TL;DR: "Dictatorship of the proletariat" is Marxist terminology for "a society in which the working class runs things," and doesn't assume or preclude democracy.